+2,081.3%
V vs FERG
+1,516.3%
+564.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.4% |
| 7D | -0.4% | +8.2% | -8.5% | -1.3% |
| 30D | +6.3% | +14.4% | -8.1% | +4.7% |
| 3M | +17.2% | +4.3% | +12.8% | +16.5% |
| 6M | +29.2% | +7.9% | +21.4% | +27.8% |
| YTD | +20.8% | +16.3% | +4.5% | +18.2% |
| 1Y | +25.0% | +2.2% | +22.8% | +24.1% |
| 3Y | +75.3% | +67.3% | +8.0% | +63.4% |
| 5Y | +105.8% | +75.3% | +30.5% | +88.4% |
| 10Y | +451.9% | +421.0% | +30.9% | +377.7% |
| All | +2,081.3% | +1,516.3% | +564.9% | +1,683.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling